SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	418.09	424.50	6.41	1.5%	422.03
High	422.92	428.74	5.82	1.4%	428.74
Low	416.79	423.95	7.16	1.7%	416.22
Close	421.82	427.92	6.10	1.4%	427.92
Range	6.13	4.79	-1.34	-21.9%	12.52
ATR	4.58	4.74	0.17	3.7%	0.00
Volume	88,865,000	91,426,100	2,561,100	2.9%	363,318,700

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	441.24	439.37	430.55
R3	436.45	434.58	429.24
R2	431.66	431.66	428.80
R1	429.79	429.79	428.36	430.73
PP	426.87	426.87	426.87	427.34
S1	425.00	425.00	427.48	425.94
S2	422.08	422.08	427.04
S3	417.29	420.21	426.60
S4	412.50	415.42	425.29

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	461.85	457.41	434.81
R3	449.33	444.89	431.36
R2	436.81	436.81	430.22
R1	432.37	432.37	429.07	434.59
PP	424.29	424.29	424.29	425.41
S1	419.85	419.85	426.77	422.07
S2	411.77	411.77	425.62
S3	399.25	407.33	424.48
S4	386.73	394.81	421.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	428.74	415.25	13.49	3.2%	4.66	1.1%	94%	True	False	91,429,720
10	428.74	409.88	18.86	4.4%	4.14	1.0%	96%	True	False	88,824,590
20	428.74	408.64	20.10	4.7%	3.93	0.9%	96%	True	False	80,432,230
40	428.74	403.74	25.00	5.8%	3.99	0.9%	97%	True	False	78,944,645
60	428.74	380.65	48.09	11.2%	4.64	1.1%	98%	True	False	89,048,656
80	428.74	380.65	48.09	11.2%	4.68	1.1%	98%	True	False	87,851,138
100	428.74	380.65	48.09	11.2%	4.91	1.1%	98%	True	False	86,367,535
120	428.74	374.77	53.97	12.6%	5.16	1.2%	98%	True	False	86,208,171

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.87
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	449.10
2.618	441.28
1.618	436.49
1.000	433.53
0.618	431.70
HIGH	428.74
0.618	426.91
0.500	426.35
0.382	425.78
LOW	423.95
0.618	420.99
1.000	419.16
1.618	416.20
2.618	411.41
4.250	403.59

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	427.40	426.11
PP	426.87	424.29
S1	426.35	422.48

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These figures are updated between 7pm and 10pm EST after a trading day.

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